Bounds on variances of lifetimes of coherent and mixed systems

Bounds on variances of lifetimes of coherent and mixed systems

Jasiński Krzysztof, Navarro Jorge, and Rychlik Tomasz

Source: J. Appl. Probab. Volume 46, Number 3 (2009), 894-908.

Abstract

We consider coherent and mixed reliability systems composed of elements with independent and identically distributed lifetimes. We present upper bounds on variances of system lifetimes, expressed in terms of variances of single components. We also discuss attainability conditions and some special cases and examples.

Primary Subjects: 62N05, 60E15, 62G30

Keywords: Coherent system; mixed system; variance; Samaniego signature; upper bound

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Permanent link to this document: http://projecteuclid.org/euclid.jap/1253279857
Digital Object Identifier: doi:10.1239/jap/1253279857

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